Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 1.87% 0.53 CHF 0.54 CHF 54'000 54'000 53'629 53'629 28'492 CHF 29'028 CHF 99.44% 99.44%
19.11.2024 2.03% 0.45 CHF 0.46 CHF 53'000 53'000 53'360 53'360 26'464 CHF 26'998 CHF 99.47% 99.47%
18.11.2024 1.54% 0.66 CHF 0.67 CHF 55'000 55'000 54'774 54'774 35'294 CHF 35'841 CHF 100.00% 100.00%
15.11.2024 1.46% 0.71 CHF 0.72 CHF 56'000 56'000 54'953 54'953 37'537 CHF 38'087 CHF 99.44% 99.44%
14.11.2024 1.27% 0.79 CHF 0.80 CHF 56'000 56'000 56'062 56'062 43'924 CHF 44'485 CHF 100.00% 100.00%
13.11.2024 1.24% 0.77 CHF 0.78 CHF 56'000 56'000 56'460 56'460 45'289 CHF 45'853 CHF 100.00% 100.00%
12.11.2024 1.38% 0.73 CHF 0.74 CHF 56'000 56'000 61'829 61'829 44'430 CHF 45'048 CHF 99.85% 99.85%
11.11.2024 1.21% 0.78 CHF 0.79 CHF 75'000 75'000 75'480 75'480 61'910 CHF 62'665 CHF 99.73% 99.73%
08.11.2024 0.97% 0.99 CHF 1.00 CHF 78'000 78'000 78'495 78'495 81'005 CHF 81'790 CHF 100.00% 100.00%
07.11.2024 0.84% 1.03 CHF 1.04 CHF 79'000 79'000 81'048 81'048 97'925 CHF 98'736 CHF 98.92% 98.92%

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